diff options
| author | CoprDistGit <infra@openeuler.org> | 2023-05-05 04:02:13 +0000 |
|---|---|---|
| committer | CoprDistGit <infra@openeuler.org> | 2023-05-05 04:02:13 +0000 |
| commit | 6fdd27187469afc57820d3c9b8da7dc65b1faa8e (patch) | |
| tree | b537c87ba0fcbcc9660159ab333d22c69847b233 /python-microprediction.spec | |
| parent | b1b50a309bd592ef92a6db6ba3f2b163d2112772 (diff) | |
automatic import of python-micropredictionopeneuler20.03
Diffstat (limited to 'python-microprediction.spec')
| -rw-r--r-- | python-microprediction.spec | 338 |
1 files changed, 338 insertions, 0 deletions
diff --git a/python-microprediction.spec b/python-microprediction.spec new file mode 100644 index 0000000..3258cd2 --- /dev/null +++ b/python-microprediction.spec @@ -0,0 +1,338 @@ +%global _empty_manifest_terminate_build 0 +Name: python-microprediction +Version: 1.1.34 +Release: 1 +Summary: Client for www.microprediction.org turnkey community prediction +License: MIT +URL: https://github.com/microprediction/microprediction +Source0: https://mirrors.nju.edu.cn/pypi/web/packages/8c/d3/9e470193a782e1864c28a4c312bbc118d946366f2987e01907599fd5e562/microprediction-1.1.34.tar.gz +BuildArch: noarch + +Requires: python3-numpy +Requires: python3-pandas +Requires: python3-contexttimer +Requires: python3-requests +Requires: python3-getjson +Requires: python3-microconventions +Requires: python3-pytz +Requires: python3-pycoingecko +Requires: python3-tdigest +Requires: python3-genson +Requires: python3-hyperopt +Requires: python3-scikit-learn +Requires: python3-statsmodels +Requires: python3-copulas + +%description + +# microprediction [tldr](https://microprediction.github.io/microprediction/tldr), [docs](https://microprediction.github.io/microprediction/), [client](https://github.com/microprediction/microprediction) and [live leaderboards](https://www.microprediction.org/leaderboard.html)  +Packages and a platform for effecting autonomous prediction using lightweight markets instead of models because: + + - Markets are better at prediction than models - just harder to create and wield, until now. + - Small "microprediction" ([glossary](https://microprediction.github.io/microprediction/glossary)) markets are surprisingly accurate too, and you can create one any time you like. + +See [tldr](https://microprediction.github.io/microprediction/tldr) or just [instantly participate](https://microprediction.github.io/microprediction/setup) and you'll grok it, I promise. +### Provocations (more in the [book](https://mitpress.mit.edu/books/microprediction)) + +- A market beat 97% of participants in the M6 contest, and the rest were lucky ([post](https://www.linkedin.com/posts/petercotton_the-options-market-beat-94-of-participants-activity-7020917422085795840-Pox0?utm_source=share&utm_medium=member_desktop)) and [announcement](https://www.linkedin.com/posts/spyros-makridakis-b2ba5a52_congratulations-to-the-global-winners-of-activity-7028775981133791232-Mlzs?utm_source=share&utm_medium=member_desktop). +- No timeseries model should ever be called SOTA again. [Discuss](https://www.linkedin.com/posts/petercotton_timeseries-forecasting-timeseriesanalysis-activity-6987561356862353408-iy2Z?utm_source=share&utm_medium=member_desktop) and disagree but your argument [probably reduces to a contradiction](https://github.com/microprediction/building_an_open_ai_network/discussions/19). +- Modeling [is central planning](https://www.linkedin.com/posts/petercotton_feedback-activity-7029452936686489600-8iuX?utm_source=share&utm_medium=member_desktop). Why limit capabilities to a single mind, algorithm or company? ([discuss](https://www.linkedin.com/posts/petercotton_machinelearning-reinforcementlearning-datascience-activity-6992560556863803392-FOM6?utm_source=share&utm_medium=member_desktop)) +- Somebody's algorithm or data will find signal in your model residuals, someday ([instructions](https://microprediction.github.io/microprediction/residuals)). +- Most of "AI" will be done analogously, eventually, though this will take work. See the [book](https://mitpress.mit.edu/books/microprediction) or [challenge me](https://github.com/microprediction/building_an_open_ai_network/discussions). + + +  + +## Try it out ([docs](https://microprediction.github.io/microprediction/), [install](https://github.com/microprediction/microprediction/blob/master/INSTALL.md) and live [help](https://microprediction.github.io/microprediction/meet.html)) + +If you would like to see how *easy* it is to wield a *new kind of market* to effect turnkey distributional prediction, see the [docs](https://microprediction.github.io/microprediction/) and, therein, observe that you can receive live [help](https://microprediction.github.io/microprediction/meet.html) getting started on Fridays, or in the [slack channel](https://microprediction.github.io/microprediction/slack.html). Key points: + + - No barriers to entry. To predict, just open this [notebook](https://github.com/microprediction/microprediction/blob/master/notebook_examples_submission/enter_microprediction_contest.ipynb) and run it, or cut and paste a [one line bash command](https://microprediction.github.io/microprediction/setup). + - The microprediction platform makes it [pretty trivial](https://microprediction.github.io/microprediction/publish.html) to initiate your own bespoke market too. Just ask Thomas Hjelde Thorensen who recently [posted](https://www.linkedin.com/posts/thomashthoresen_datascience-microprediction-timeseriesforecasting-activity-6999971006274514944-lDID?utm_source=share&utm_medium=member_desktop) about his experience. + - [Many algorithms](https://www.microprediction.org/leaderboard.html) already competing to predict [other streams](https://www.microprediction.org/browse_streams.html) can easily predict yours too. + - Many more will do so in the future. Anyone can [launch a new algorithm](https://microprediction.github.io/microprediction/predict.html) using anything they like in the Julia, R or Python [ecosystem](https://www.microprediction.com/blog/popular-timeseries-packages) for example (it's a data interface). + + +Too hard? If you have a CSV with historical data (one column per variable) you can just send it to me (chat in [slack](https://microprediction.github.io/microprediction/slack.html) say). You can also just grab data, see the [reader](https://github.com/microprediction/microprediction/blob/master/microprediction/reader.py). + +# The [TimeMachines](https://github.com/microprediction/timemachines), [Precise](https://github.com/microprediction/precise), and [HumpDay](https://github.com/microprediction/humpday) packages + +I also maintain three benchmarking packages to help me, and maybe you, surf the open-source wave. + +| Topic | Package | Elo ratings | Methods | Data sources | +|------------------------|-------------------|-------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--------------| +| Univariate time-series | [timemachines](https://github.com/microprediction/timemachines) | [Timeseries Elo ratings](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/univariate-k_003.html) | Most popular packages ([list](https://github.com/microprediction/timemachines/tree/main/timemachines/skaters)) | [microprediction streams](https://www.microprediction.org/browse_streams.html) | +| Global derivative-free optimization | [humpday](https://github.com/microprediction/humpday) | [Optimizer Elo ratings](https://microprediction.github.io/optimizer-elo-ratings/html_leaderboards/overall.html) | Most popular packages ([list](https://github.com/microprediction/humpday/tree/main/humpday/optimizers)) | A mix of classic and new [objectives](https://github.com/microprediction/humpday/tree/main/humpday/objectives) | +| Covariance, precision, correlation | [precise](https://github.com/microprediction/precise) | See [notebooks](https://github.com/microprediction/precise/tree/main/examples_colab_notebooks) | [cov](https://github.com/microprediction/precise/blob/main/LISTING_OF_COV_SKATERS.md) and [portfolio](https://github.com/microprediction/precise/blob/main/LISTING_OF_MANAGERS.md) lists |Stocks, electricity etc | + +These packages aspire to advance online autonomous prediction in a small way, but also help me notice if anyone else does. + +### How [microprediction.org](https://www.microprediction.org/browse_streams.html) "house" algorithms use these packages +Advances in time-series prediction funnel down into microprediction algorithms in various ways: + +1. The "[/skaters](https://github.com/microprediction/timemachines/tree/main/timemachines/skaters)" provide canonical, single-line of code access to functionality drawn from packages like [river](https://github.com/online-ml/river), [pydlm](https://github.com/wwrechard/pydlm), [tbats](https://github.com/intive-DataScience/tbats), [pmdarima](http://alkaline-ml.com/pmdarima/), [statsmodels.tsa](https://www.statsmodels.org/stable/tsa.html), [neuralprophet](https://neuralprophet.com/), Facebook [Prophet](https://facebook.github.io/prophet/), + Uber's [orbit](https://eng.uber.com/orbit/), Facebook's [greykite](https://engineering.linkedin.com/blog/2021/greykite--a-flexible--intuitive--and-fast-forecasting-library) and more. + +2. The [StreamSkater](https://microprediction.github.io/microprediction/predict-using-python-streamskater.html) makes it easy to use any "skater". + +3. Choices are sometimes advised by [Elo ratings](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/special-k_003.html), but anyone can do what they want. + +4. It's not too hard to use my [HumpDay](https://github.com/microprediction/humpday) package for offline meta-param tweaking, et cetera. + +5. It's not too hard to use my [precise](https://github.com/microprediction/precise) package for online ensembling. + +There are other ways. Look for CODE badges on [leaderboards](https://www.microprediction.org/leaderboard.html). + +### Some microprediction platform repos + +- The [muid](https://github.com/microprediction/muid) identifier package is explained in this [video](https://vimeo.com/397352413). +- [microconventions](https://github.com/microprediction/microconventions) captures things common to client and server, and may answer many of your more specific questions about prediction horizons, et cetera. +- [rediz](https://github.com/microprediction/rediz) contains server side code. For the brave. +- There are other rats and mice like [getjson](https://github.com/microprediction/getjson), [runthis](https://github.com/microprediction/runthis) and [momentum](https://github.com/microprediction/momentum). + +# Some of my other packages: + +- [winning](https://github.com/microprediction/winning) - A recently published fast algorithm for inferring relative ability from win probability. +- [embarrassingly](https://github.com/microprediction/embarrassingly) - A speculative approach to robust optimization that sends impure objective functions to optimizers. +- [pandemic](https://github.com/microprediction/pandemic) - Ornstein-Uhlenbeck epidemic simulation (related [paper](https://arxiv.org/abs/2005.10311)) +- [firstdown](https://github.com/microprediction/firstdown) - The repo that aspires to ruin the great game of football. See Wilmott [paper](https://github.com/microprediction/firstdown/blob/main/wilmott_paper/44-49_Cotton_PDF5_Jan22%20(2).pdf). +- [m6](https://github.com/microprediction/m6) - Illustrates fast numerical rank probability calculations, using [winning](https://github.com/microprediction/winning). However since the rules changed, this isn't that useful for M6 anymore. The [precise](https://github.com/microprediction/precise) package is way more useful, and put one person on the podium! + + +# About me ([home](https://github.com/microprediction/home)) + - [blog](https://microprediction.medium.com) + - [slack channel](https://microprediction.github.io/microprediction/slack.html) + - [office hours](https://microprediction.github.io/microprediction/meet.html) + - [papers, articles etc](https://github.com/microprediction/home) + + + + + + +%package -n python3-microprediction +Summary: Client for www.microprediction.org turnkey community prediction +Provides: python-microprediction +BuildRequires: python3-devel +BuildRequires: python3-setuptools +BuildRequires: python3-pip +%description -n python3-microprediction + +# microprediction [tldr](https://microprediction.github.io/microprediction/tldr), [docs](https://microprediction.github.io/microprediction/), [client](https://github.com/microprediction/microprediction) and [live leaderboards](https://www.microprediction.org/leaderboard.html)  +Packages and a platform for effecting autonomous prediction using lightweight markets instead of models because: + + - Markets are better at prediction than models - just harder to create and wield, until now. + - Small "microprediction" ([glossary](https://microprediction.github.io/microprediction/glossary)) markets are surprisingly accurate too, and you can create one any time you like. + +See [tldr](https://microprediction.github.io/microprediction/tldr) or just [instantly participate](https://microprediction.github.io/microprediction/setup) and you'll grok it, I promise. +### Provocations (more in the [book](https://mitpress.mit.edu/books/microprediction)) + +- A market beat 97% of participants in the M6 contest, and the rest were lucky ([post](https://www.linkedin.com/posts/petercotton_the-options-market-beat-94-of-participants-activity-7020917422085795840-Pox0?utm_source=share&utm_medium=member_desktop)) and [announcement](https://www.linkedin.com/posts/spyros-makridakis-b2ba5a52_congratulations-to-the-global-winners-of-activity-7028775981133791232-Mlzs?utm_source=share&utm_medium=member_desktop). +- No timeseries model should ever be called SOTA again. [Discuss](https://www.linkedin.com/posts/petercotton_timeseries-forecasting-timeseriesanalysis-activity-6987561356862353408-iy2Z?utm_source=share&utm_medium=member_desktop) and disagree but your argument [probably reduces to a contradiction](https://github.com/microprediction/building_an_open_ai_network/discussions/19). +- Modeling [is central planning](https://www.linkedin.com/posts/petercotton_feedback-activity-7029452936686489600-8iuX?utm_source=share&utm_medium=member_desktop). Why limit capabilities to a single mind, algorithm or company? ([discuss](https://www.linkedin.com/posts/petercotton_machinelearning-reinforcementlearning-datascience-activity-6992560556863803392-FOM6?utm_source=share&utm_medium=member_desktop)) +- Somebody's algorithm or data will find signal in your model residuals, someday ([instructions](https://microprediction.github.io/microprediction/residuals)). +- Most of "AI" will be done analogously, eventually, though this will take work. See the [book](https://mitpress.mit.edu/books/microprediction) or [challenge me](https://github.com/microprediction/building_an_open_ai_network/discussions). + + +  + +## Try it out ([docs](https://microprediction.github.io/microprediction/), [install](https://github.com/microprediction/microprediction/blob/master/INSTALL.md) and live [help](https://microprediction.github.io/microprediction/meet.html)) + +If you would like to see how *easy* it is to wield a *new kind of market* to effect turnkey distributional prediction, see the [docs](https://microprediction.github.io/microprediction/) and, therein, observe that you can receive live [help](https://microprediction.github.io/microprediction/meet.html) getting started on Fridays, or in the [slack channel](https://microprediction.github.io/microprediction/slack.html). Key points: + + - No barriers to entry. To predict, just open this [notebook](https://github.com/microprediction/microprediction/blob/master/notebook_examples_submission/enter_microprediction_contest.ipynb) and run it, or cut and paste a [one line bash command](https://microprediction.github.io/microprediction/setup). + - The microprediction platform makes it [pretty trivial](https://microprediction.github.io/microprediction/publish.html) to initiate your own bespoke market too. Just ask Thomas Hjelde Thorensen who recently [posted](https://www.linkedin.com/posts/thomashthoresen_datascience-microprediction-timeseriesforecasting-activity-6999971006274514944-lDID?utm_source=share&utm_medium=member_desktop) about his experience. + - [Many algorithms](https://www.microprediction.org/leaderboard.html) already competing to predict [other streams](https://www.microprediction.org/browse_streams.html) can easily predict yours too. + - Many more will do so in the future. Anyone can [launch a new algorithm](https://microprediction.github.io/microprediction/predict.html) using anything they like in the Julia, R or Python [ecosystem](https://www.microprediction.com/blog/popular-timeseries-packages) for example (it's a data interface). + + +Too hard? If you have a CSV with historical data (one column per variable) you can just send it to me (chat in [slack](https://microprediction.github.io/microprediction/slack.html) say). You can also just grab data, see the [reader](https://github.com/microprediction/microprediction/blob/master/microprediction/reader.py). + +# The [TimeMachines](https://github.com/microprediction/timemachines), [Precise](https://github.com/microprediction/precise), and [HumpDay](https://github.com/microprediction/humpday) packages + +I also maintain three benchmarking packages to help me, and maybe you, surf the open-source wave. + +| Topic | Package | Elo ratings | Methods | Data sources | +|------------------------|-------------------|-------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--------------| +| Univariate time-series | [timemachines](https://github.com/microprediction/timemachines) | [Timeseries Elo ratings](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/univariate-k_003.html) | Most popular packages ([list](https://github.com/microprediction/timemachines/tree/main/timemachines/skaters)) | [microprediction streams](https://www.microprediction.org/browse_streams.html) | +| Global derivative-free optimization | [humpday](https://github.com/microprediction/humpday) | [Optimizer Elo ratings](https://microprediction.github.io/optimizer-elo-ratings/html_leaderboards/overall.html) | Most popular packages ([list](https://github.com/microprediction/humpday/tree/main/humpday/optimizers)) | A mix of classic and new [objectives](https://github.com/microprediction/humpday/tree/main/humpday/objectives) | +| Covariance, precision, correlation | [precise](https://github.com/microprediction/precise) | See [notebooks](https://github.com/microprediction/precise/tree/main/examples_colab_notebooks) | [cov](https://github.com/microprediction/precise/blob/main/LISTING_OF_COV_SKATERS.md) and [portfolio](https://github.com/microprediction/precise/blob/main/LISTING_OF_MANAGERS.md) lists |Stocks, electricity etc | + +These packages aspire to advance online autonomous prediction in a small way, but also help me notice if anyone else does. + +### How [microprediction.org](https://www.microprediction.org/browse_streams.html) "house" algorithms use these packages +Advances in time-series prediction funnel down into microprediction algorithms in various ways: + +1. The "[/skaters](https://github.com/microprediction/timemachines/tree/main/timemachines/skaters)" provide canonical, single-line of code access to functionality drawn from packages like [river](https://github.com/online-ml/river), [pydlm](https://github.com/wwrechard/pydlm), [tbats](https://github.com/intive-DataScience/tbats), [pmdarima](http://alkaline-ml.com/pmdarima/), [statsmodels.tsa](https://www.statsmodels.org/stable/tsa.html), [neuralprophet](https://neuralprophet.com/), Facebook [Prophet](https://facebook.github.io/prophet/), + Uber's [orbit](https://eng.uber.com/orbit/), Facebook's [greykite](https://engineering.linkedin.com/blog/2021/greykite--a-flexible--intuitive--and-fast-forecasting-library) and more. + +2. The [StreamSkater](https://microprediction.github.io/microprediction/predict-using-python-streamskater.html) makes it easy to use any "skater". + +3. Choices are sometimes advised by [Elo ratings](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/special-k_003.html), but anyone can do what they want. + +4. It's not too hard to use my [HumpDay](https://github.com/microprediction/humpday) package for offline meta-param tweaking, et cetera. + +5. It's not too hard to use my [precise](https://github.com/microprediction/precise) package for online ensembling. + +There are other ways. Look for CODE badges on [leaderboards](https://www.microprediction.org/leaderboard.html). + +### Some microprediction platform repos + +- The [muid](https://github.com/microprediction/muid) identifier package is explained in this [video](https://vimeo.com/397352413). +- [microconventions](https://github.com/microprediction/microconventions) captures things common to client and server, and may answer many of your more specific questions about prediction horizons, et cetera. +- [rediz](https://github.com/microprediction/rediz) contains server side code. For the brave. +- There are other rats and mice like [getjson](https://github.com/microprediction/getjson), [runthis](https://github.com/microprediction/runthis) and [momentum](https://github.com/microprediction/momentum). + +# Some of my other packages: + +- [winning](https://github.com/microprediction/winning) - A recently published fast algorithm for inferring relative ability from win probability. +- [embarrassingly](https://github.com/microprediction/embarrassingly) - A speculative approach to robust optimization that sends impure objective functions to optimizers. +- [pandemic](https://github.com/microprediction/pandemic) - Ornstein-Uhlenbeck epidemic simulation (related [paper](https://arxiv.org/abs/2005.10311)) +- [firstdown](https://github.com/microprediction/firstdown) - The repo that aspires to ruin the great game of football. See Wilmott [paper](https://github.com/microprediction/firstdown/blob/main/wilmott_paper/44-49_Cotton_PDF5_Jan22%20(2).pdf). +- [m6](https://github.com/microprediction/m6) - Illustrates fast numerical rank probability calculations, using [winning](https://github.com/microprediction/winning). However since the rules changed, this isn't that useful for M6 anymore. The [precise](https://github.com/microprediction/precise) package is way more useful, and put one person on the podium! + + +# About me ([home](https://github.com/microprediction/home)) + - [blog](https://microprediction.medium.com) + - [slack channel](https://microprediction.github.io/microprediction/slack.html) + - [office hours](https://microprediction.github.io/microprediction/meet.html) + - [papers, articles etc](https://github.com/microprediction/home) + + + + + + +%package help +Summary: Development documents and examples for microprediction +Provides: python3-microprediction-doc +%description help + +# microprediction [tldr](https://microprediction.github.io/microprediction/tldr), [docs](https://microprediction.github.io/microprediction/), [client](https://github.com/microprediction/microprediction) and [live leaderboards](https://www.microprediction.org/leaderboard.html)  +Packages and a platform for effecting autonomous prediction using lightweight markets instead of models because: + + - Markets are better at prediction than models - just harder to create and wield, until now. + - Small "microprediction" ([glossary](https://microprediction.github.io/microprediction/glossary)) markets are surprisingly accurate too, and you can create one any time you like. + +See [tldr](https://microprediction.github.io/microprediction/tldr) or just [instantly participate](https://microprediction.github.io/microprediction/setup) and you'll grok it, I promise. +### Provocations (more in the [book](https://mitpress.mit.edu/books/microprediction)) + +- A market beat 97% of participants in the M6 contest, and the rest were lucky ([post](https://www.linkedin.com/posts/petercotton_the-options-market-beat-94-of-participants-activity-7020917422085795840-Pox0?utm_source=share&utm_medium=member_desktop)) and [announcement](https://www.linkedin.com/posts/spyros-makridakis-b2ba5a52_congratulations-to-the-global-winners-of-activity-7028775981133791232-Mlzs?utm_source=share&utm_medium=member_desktop). +- No timeseries model should ever be called SOTA again. [Discuss](https://www.linkedin.com/posts/petercotton_timeseries-forecasting-timeseriesanalysis-activity-6987561356862353408-iy2Z?utm_source=share&utm_medium=member_desktop) and disagree but your argument [probably reduces to a contradiction](https://github.com/microprediction/building_an_open_ai_network/discussions/19). +- Modeling [is central planning](https://www.linkedin.com/posts/petercotton_feedback-activity-7029452936686489600-8iuX?utm_source=share&utm_medium=member_desktop). Why limit capabilities to a single mind, algorithm or company? ([discuss](https://www.linkedin.com/posts/petercotton_machinelearning-reinforcementlearning-datascience-activity-6992560556863803392-FOM6?utm_source=share&utm_medium=member_desktop)) +- Somebody's algorithm or data will find signal in your model residuals, someday ([instructions](https://microprediction.github.io/microprediction/residuals)). +- Most of "AI" will be done analogously, eventually, though this will take work. See the [book](https://mitpress.mit.edu/books/microprediction) or [challenge me](https://github.com/microprediction/building_an_open_ai_network/discussions). + + +  + +## Try it out ([docs](https://microprediction.github.io/microprediction/), [install](https://github.com/microprediction/microprediction/blob/master/INSTALL.md) and live [help](https://microprediction.github.io/microprediction/meet.html)) + +If you would like to see how *easy* it is to wield a *new kind of market* to effect turnkey distributional prediction, see the [docs](https://microprediction.github.io/microprediction/) and, therein, observe that you can receive live [help](https://microprediction.github.io/microprediction/meet.html) getting started on Fridays, or in the [slack channel](https://microprediction.github.io/microprediction/slack.html). Key points: + + - No barriers to entry. To predict, just open this [notebook](https://github.com/microprediction/microprediction/blob/master/notebook_examples_submission/enter_microprediction_contest.ipynb) and run it, or cut and paste a [one line bash command](https://microprediction.github.io/microprediction/setup). + - The microprediction platform makes it [pretty trivial](https://microprediction.github.io/microprediction/publish.html) to initiate your own bespoke market too. Just ask Thomas Hjelde Thorensen who recently [posted](https://www.linkedin.com/posts/thomashthoresen_datascience-microprediction-timeseriesforecasting-activity-6999971006274514944-lDID?utm_source=share&utm_medium=member_desktop) about his experience. + - [Many algorithms](https://www.microprediction.org/leaderboard.html) already competing to predict [other streams](https://www.microprediction.org/browse_streams.html) can easily predict yours too. + - Many more will do so in the future. Anyone can [launch a new algorithm](https://microprediction.github.io/microprediction/predict.html) using anything they like in the Julia, R or Python [ecosystem](https://www.microprediction.com/blog/popular-timeseries-packages) for example (it's a data interface). + + +Too hard? If you have a CSV with historical data (one column per variable) you can just send it to me (chat in [slack](https://microprediction.github.io/microprediction/slack.html) say). You can also just grab data, see the [reader](https://github.com/microprediction/microprediction/blob/master/microprediction/reader.py). + +# The [TimeMachines](https://github.com/microprediction/timemachines), [Precise](https://github.com/microprediction/precise), and [HumpDay](https://github.com/microprediction/humpday) packages + +I also maintain three benchmarking packages to help me, and maybe you, surf the open-source wave. + +| Topic | Package | Elo ratings | Methods | Data sources | +|------------------------|-------------------|-------------|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|--------------| +| Univariate time-series | [timemachines](https://github.com/microprediction/timemachines) | [Timeseries Elo ratings](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/univariate-k_003.html) | Most popular packages ([list](https://github.com/microprediction/timemachines/tree/main/timemachines/skaters)) | [microprediction streams](https://www.microprediction.org/browse_streams.html) | +| Global derivative-free optimization | [humpday](https://github.com/microprediction/humpday) | [Optimizer Elo ratings](https://microprediction.github.io/optimizer-elo-ratings/html_leaderboards/overall.html) | Most popular packages ([list](https://github.com/microprediction/humpday/tree/main/humpday/optimizers)) | A mix of classic and new [objectives](https://github.com/microprediction/humpday/tree/main/humpday/objectives) | +| Covariance, precision, correlation | [precise](https://github.com/microprediction/precise) | See [notebooks](https://github.com/microprediction/precise/tree/main/examples_colab_notebooks) | [cov](https://github.com/microprediction/precise/blob/main/LISTING_OF_COV_SKATERS.md) and [portfolio](https://github.com/microprediction/precise/blob/main/LISTING_OF_MANAGERS.md) lists |Stocks, electricity etc | + +These packages aspire to advance online autonomous prediction in a small way, but also help me notice if anyone else does. + +### How [microprediction.org](https://www.microprediction.org/browse_streams.html) "house" algorithms use these packages +Advances in time-series prediction funnel down into microprediction algorithms in various ways: + +1. The "[/skaters](https://github.com/microprediction/timemachines/tree/main/timemachines/skaters)" provide canonical, single-line of code access to functionality drawn from packages like [river](https://github.com/online-ml/river), [pydlm](https://github.com/wwrechard/pydlm), [tbats](https://github.com/intive-DataScience/tbats), [pmdarima](http://alkaline-ml.com/pmdarima/), [statsmodels.tsa](https://www.statsmodels.org/stable/tsa.html), [neuralprophet](https://neuralprophet.com/), Facebook [Prophet](https://facebook.github.io/prophet/), + Uber's [orbit](https://eng.uber.com/orbit/), Facebook's [greykite](https://engineering.linkedin.com/blog/2021/greykite--a-flexible--intuitive--and-fast-forecasting-library) and more. + +2. The [StreamSkater](https://microprediction.github.io/microprediction/predict-using-python-streamskater.html) makes it easy to use any "skater". + +3. Choices are sometimes advised by [Elo ratings](https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/special-k_003.html), but anyone can do what they want. + +4. It's not too hard to use my [HumpDay](https://github.com/microprediction/humpday) package for offline meta-param tweaking, et cetera. + +5. It's not too hard to use my [precise](https://github.com/microprediction/precise) package for online ensembling. + +There are other ways. Look for CODE badges on [leaderboards](https://www.microprediction.org/leaderboard.html). + +### Some microprediction platform repos + +- The [muid](https://github.com/microprediction/muid) identifier package is explained in this [video](https://vimeo.com/397352413). +- [microconventions](https://github.com/microprediction/microconventions) captures things common to client and server, and may answer many of your more specific questions about prediction horizons, et cetera. +- [rediz](https://github.com/microprediction/rediz) contains server side code. For the brave. +- There are other rats and mice like [getjson](https://github.com/microprediction/getjson), [runthis](https://github.com/microprediction/runthis) and [momentum](https://github.com/microprediction/momentum). + +# Some of my other packages: + +- [winning](https://github.com/microprediction/winning) - A recently published fast algorithm for inferring relative ability from win probability. +- [embarrassingly](https://github.com/microprediction/embarrassingly) - A speculative approach to robust optimization that sends impure objective functions to optimizers. +- [pandemic](https://github.com/microprediction/pandemic) - Ornstein-Uhlenbeck epidemic simulation (related [paper](https://arxiv.org/abs/2005.10311)) +- [firstdown](https://github.com/microprediction/firstdown) - The repo that aspires to ruin the great game of football. See Wilmott [paper](https://github.com/microprediction/firstdown/blob/main/wilmott_paper/44-49_Cotton_PDF5_Jan22%20(2).pdf). +- [m6](https://github.com/microprediction/m6) - Illustrates fast numerical rank probability calculations, using [winning](https://github.com/microprediction/winning). However since the rules changed, this isn't that useful for M6 anymore. The [precise](https://github.com/microprediction/precise) package is way more useful, and put one person on the podium! + + +# About me ([home](https://github.com/microprediction/home)) + - [blog](https://microprediction.medium.com) + - [slack channel](https://microprediction.github.io/microprediction/slack.html) + - [office hours](https://microprediction.github.io/microprediction/meet.html) + - [papers, articles etc](https://github.com/microprediction/home) + + + + + + +%prep +%autosetup -n microprediction-1.1.34 + +%build +%py3_build + +%install +%py3_install +install -d -m755 %{buildroot}/%{_pkgdocdir} +if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi +if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi +if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi +if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi +pushd %{buildroot} +if [ -d usr/lib ]; then + find usr/lib -type f -printf "/%h/%f\n" >> filelist.lst +fi +if [ -d usr/lib64 ]; then + find usr/lib64 -type f -printf "/%h/%f\n" >> filelist.lst +fi +if [ -d usr/bin ]; then + find usr/bin -type f -printf "/%h/%f\n" >> filelist.lst +fi +if [ -d usr/sbin ]; then + find usr/sbin -type f -printf "/%h/%f\n" >> filelist.lst +fi +touch doclist.lst +if [ -d usr/share/man ]; then + find usr/share/man -type f -printf "/%h/%f.gz\n" >> doclist.lst +fi +popd +mv %{buildroot}/filelist.lst . +mv %{buildroot}/doclist.lst . + +%files -n python3-microprediction -f filelist.lst +%dir %{python3_sitelib}/* + +%files help -f doclist.lst +%{_docdir}/* + +%changelog +* Fri May 05 2023 Python_Bot <Python_Bot@openeuler.org> - 1.1.34-1 +- Package Spec generated |
